Nozz (AKA Tim Williams) posted this variant on a theme on alt.callahans. The author is unknown. The earliest version I found on the internet was as a “knock knock” joke.

And now for a short love story…

I used to know two hens named Tina and Marge and we had a lot of fun together. But, when I met my true love, Martha, I called them up on the phone and said, “I’ve met the love of my life. I won’t be able to see you anymore, but we had a lot of good times. And you’re gonna find somebody to call your own, very soon.”

Nevertheless, they became very sad and depressed and were on the verge of tears. So, I said, “Don’t cry for me, Marge and Tina.”

That didn’t seem to help at all. They called me a name and hung up.